First off a rough opening that is larger than you need is way better than an opening that is narrower than you need. :)
Yes, 2 1/2" difference from net outside of jamb width to opening is excessive. And yet, it does not seem too big to be covered with a reasonably sized door trim (casing) after install.
Typically a rough opening for a door is 2" wider than the actual door size. This allows for the 2- 3/4" jambs (1 1/2" total) and leaves 1/2" of shim room for setting the door plumb and true. Exterior doors can sometimes be quite heavy and sometimes the hinge screws will protrude through the back of the jamb- in these cases I make my rough opening 3/8"-1/2" wider than usual to make setting of the door jambs easier. The other factor in your opening size is how plumb the jamb is. If it is out too much your opening size will need to be wider so you have room to shim the jamb plumb.
Both sides of your door jamb need to be well anchored to the wall- the hinge side because it carries the weight of the door and the latch side because, intentionally or not, doors can slam shut very hard. So whatever you need to add to make your door opening the size you want - be sure that it is securely fastened to your wall opening. As far as what material this should be, here we use wood treated with a preservative against bugs and moisture- I am not sure that is necessary where you are. It can be a full height board or it can be blocks attached at your shim points. Just make sure to properly weather seal whatever you do with either insulation tucked into any gaps or spray foam to fill any gaps. (It gets cold there right ?). I actually think your idea of an extra door jamb on each side of the opening is fine but I am not sure that will leave you enough shim room. Is it possible you can use a 2x material (1 1/2" net) on the hinge side only ? This way you could get good secure fastening to your brick wall and have good fastening for the hinge side of your jamb ? This will not work if you are trying to keep the door centered left to right.